• The Korean Journal of Applied Statistics
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• v.27 no.6
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• pp.909-922
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• 2014

This paper reviews Bayesian inference with inequality constraints. It focuses on ⅰ) comparison of models with various inequality/equality constraints on parameters, ⅱ) multiple tests on equalities of parameters when parameters are under inequality constraints, ⅲ) multiple test on equalities of score parameters in models for contingency tables with ordinal categorical variables.

• The Bulletin of The Korean Astronomical Society
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• v.35 no.1
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• pp.73.2-73.2
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• 2010

암흑에너지는 우주상수만으로 여러 우주론 관측 자료들을 잘 설명하고 있지만, 최근 SN Ia 자료가 축적됨에 따라 암흑에너지의 상태방정식 파라미터 $\omega$가 우주상수에서와 같이 -1인 상수인지, 시간에 따라 변하는지를 알아내기 위한 연구가 진행되고 있다. 본 연구에서는 $\omega$가 시간에 따라 갑자기 변하는(sudden jump) transition-$\omega$CDM 모형을 이용하여 SN Ia 자료를 Markov Chain Monte Carlo(MCMC) 방법을 통해 분석했다. Transition-$\omega$CDM 모형에서는 상수인 $\omega$의 값이 임의의 적색이동에서 변한다고 가정하였다. 분석에 사용된 SN Ia 데이터는 307개의 Union 자료와 90개의 CfA3 SN Ia가 추가된 Constitution 자료이며 개별적으로 분석됐다. 그 결과 transition 시기 전후 $\omega$ 값들의 확률밀도분포를 얻어내었고, 이를 통해 SN Ia의 특성을 조사하였다.

• The Bulletin of The Korean Astronomical Society
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• v.43 no.1
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• pp.38.3-38.3
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• 2018

The properties of unseen high-redshift sources (and sinks) are encoded in the 3D structure of the cosmic 21-cm signal. Here I introduce a flexible parametrization for high-z galaxies' properties, including their star formation rates, ionizing escape fraction and their evolution with the mass of the host dark matter halos. With this parametrization, I self-consistently calculate the corresponding 21-cm signal during reionization and the cosmic dawn. Using a Monte Carlo Markov Chain sampler of 3D simulations, 21CMMC, I demonstrate how combining high-z luminosity functions with a mock 21-cm signal can break degeneracies, resulting in ~ percent level constraints on early universe astrophysics.

• Journal of the Korean Statistical Society
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• v.36 no.1
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• pp.129-148
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• 2007

Frailty estimates from the proportional hazards frailty model often lead us to conjecture the heterogeneity in frailty such that the variance of the frailty varies over different covariate groups (e.g. male group versus female group). For such systematic heterogeneity in frailty, we consider a regression model for the variance components in the proportional hazards frailty model, denoted by the MLFM. However, in many cases, the observed data do not show any statistically significant preference between the homogeneous frailty model and the heterogeneous frailty model. In this paper, we propose a Bayesian model averaging procedure with the reversible jump Markov chain Monte Carlo which selects the appropriate model automatically. The resulting regression coefficient estimate ignores the model uncertainty from the frailty distribution in view of Bayesian model averaging (Hoeting et al., 1999). Finally, the proposed model and the estimation procedure are illustrated through the analysis of the kidney infection data in McGilchrist and Aisbett (1991) and a simulation study is implemented.

• Communications for Statistical Applications and Methods
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• v.21 no.2
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• pp.147-160
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• 2014

In this paper, we introduce the exponentiated Weibull-geometric (EWG) distribution which generalizes two-parameter exponentiated Weibull (EW) distribution introduced by Mudholkar et al. (1995). This proposed distribution is obtained by compounding the exponentiated Weibull with geometric distribution. We derive its cumulative distribution function (CDF), hazard function and the density of the order statistics and calculate expressions for its moments and the moments of the order statistics. The hazard function of the EWG distribution can be decreasing, increasing or bathtub-shaped among others. Also, we give expressions for the Renyi and Shannon entropies. The maximum likelihood estimation is obtained by using EM-algorithm (Dempster et al., 1977; McLachlan and Krishnan, 1997). We can obtain the Bayesian estimation by using Gibbs sampler with Metropolis-Hastings algorithm. Also, we give application with real data set to show the flexibility of the EWG distribution. Finally, summary and discussion are mentioned.

• The Korean Journal of Applied Statistics
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• v.15 no.1
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• pp.139-151
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• 2002

This study is concerned with model selection and diagnostics for nonlinear regression model through Bayes factor. In this paper, we use informative prior and simulate observations from the posterior distribution via Markov chain Monte Carlo. We propose the Laplace approximation method and apply the Laplace-Metropolis estimator to solve the computational difficulty of Bayes factor.

• Proceedings of the Korea Water Resources Association Conference
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• 2007.05a
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• pp.1441-1444
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• 2007

It is now widely acknowledged that climate variability modifies the frequency spectrum of hydrological extreme events. Traditional hydrological frequency analysis methodologies are not devised to account for nonstationarity that arises due to variation in exogenous factors of the causal structure. We use Hierarchical Bayesian Analysis to consider the exogenous factors that can influence on the frequency of extreme floods. The sea surface temperatures, predicted GCM precipitation, climate indices and snow pack are considered as potential predictors of flood risk. The parameters of the model are estimated using a Markov Chain Monte Carlo (MCMC) algorithm. The predictors are compared in terms of the resulting posterior distributions of the parameters associated with estimated flood frequency distributions.

• Journal of the Korean Data and Information Science Society
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• v.26 no.2
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• pp.487-493
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• 2015

Time series data sometimes show violation of normal assumptions. For cases where the assumption of normality is untenable, more exible models can be adopted to accommodate heavy tails. The exponential power distribution (EPD) is considered as possible candidate for errors of time series model that may show violation of normal assumption. Besides, the use of exible models for errors like EPD might be able to conduct the robust analysis. In this paper, we especially consider EPD as the exible distribution for errors of autoregressive models. Also, we represent this distribution as scale mixture of uniform and this form enables efficient Bayesian estimation via Markov chain Monte Carlo (MCMC) methods.

• Proceedings of the Computational Structural Engineering Institute Conference
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• 2011.04a
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• pp.349-352
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• 2011

본 논문에서는 변동하중 하에서의 균열 성장 예측을 위하여 손상 모델과 주어진 데이터에 기반하여 균열 성장 모델의 변수를 확률분포로 추정한다. 이를 위해 베이지안 접근법을 활용하여 불확실 변수 결합 확률 분포식을 구축하고, Markov Chain Monte Carlo(MCMC)을 통해서 균열 성장 모델의 변수 샘플을 추출하였다. 여기서 추출된 샘플들을 균열 성장 모델에 적용, 균열 성장의 결과를 확률적인 분포로 예측하였다. 위와 같은 추정은 재료의 물성과 같은 변동성이 있는 변수를 모델에 적용하여, 결과값을 확률적인 분포로 예측하였다. 이것은 기존의 안전계수 개념보다 더욱 적절한 안전 기준을 제시 할 수 있다.

• 한국데이터정보과학회:학술대회논문집
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• 2006.11a
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• pp.71-80
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• 2006

A nonparametric Bayesian multiple comparisons problem (MCP) for dependence parameters in I bivariate exponential populations is studied here. A simple method for pairwise comparisons of these parameters is also suggested. Here we extend the methodology studied by Gopalan and Berry (1998) using Dirichlet process priors. The family of Dirichlet process priors is applied in the form of baseline prior and likelihood combination to provide the comparisons. Computation of the posterior probabilities of all possible hypotheses are carried out through Markov Chain Monte Carlo method, namely, Gibbs sampling, due to the intractability of analytic evaluation. The whole process of MCP for the dependent parameters of bivariate exponential populations is illustrated through a numerical example.